+7,178.3%
STRL vs TSN
-9.5%
+7,187.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.6% | +2.8% |
| 7D | +10.1% | -5.0% | +15.2% | +11.5% |
| 30D | -8.2% | -9.1% | +0.9% | -6.0% |
| 3M | -43.7% | -7.4% | -36.3% | -42.9% |
| 6M | +27.1% | -13.4% | +40.5% | +30.2% |
| YTD | +64.0% | -8.5% | +72.5% | +64.9% |
| 1Y | +75.2% | -3.2% | +78.3% | +72.3% |
| 3Y | +539.9% | +11.5% | +528.4% | +478.8% |
| 5Y | +2,133.0% | -19.5% | +2,152.5% | +2,152.8% |
| 10Y | +7,178.3% | -9.1% | +7,187.4% | +6,816.8% |
| All | +7,178.3% | -9.5% | +7,187.8% | +6,816.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TSN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling